+812.6%
UNH vs ECHO
+216.6%
+596.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +1.1% | +3.4% | -2.3% | +0.6% |
| 30D | -3.8% | +2.4% | -6.1% | -4.2% |
| 3M | +0.7% | -28.0% | +28.7% | +5.1% |
| 6M | +37.9% | -21.2% | +59.1% | +40.9% |
| YTD | +21.9% | -17.4% | +39.3% | +23.0% |
| 1Y | +31.4% | +33.6% | -2.2% | +22.1% |
| 3Y | -11.4% | +419.7% | -431.1% | -46.4% |
| 5Y | +2.5% | +241.7% | -239.2% | -32.6% |
| 10Y | +242.9% | +180.8% | +62.1% | +123.3% |
| All | +812.6% | +216.6% | +596.0% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling